-16.3%
SOUN vs AA
-27.4%
+11.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.7% | -1.4% |
| 7D | -6.8% | -5.4% | -1.4% | -5.0% |
| 30D | -15.2% | -10.7% | -4.6% | -12.0% |
| 3M | -7.0% | -26.2% | +19.2% | +2.6% |
| 6M | -20.5% | -20.9% | +0.4% | -15.9% |
| YTD | -37.0% | -8.6% | -28.4% | -36.8% |
| 1Y | -55.3% | +57.4% | -112.7% | -63.2% |
| 3Y | +173.0% | +77.8% | +95.2% | +111.0% |
| All | -16.3% | -27.4% | +11.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling